Hello, dear readers! I'll tell you how to decipher the notation futures also learn codes of the most actively traded futures contracts. The information is very necessary, I will try to bring it in plain language. Recall that promised to write this post in a previous article: ". Schedule of trading sessions forex, futures, stocks and useful regularities"
For example, take the SS Z 2, the futures contract on the cocoa. The first two letters of the SS (sometimes more) indicate that this cocoa futures. The third letter Z - month expiration (ie, the end of the month of the contract). The latter figure - this year, in this case 2012.
The last digit of the code always refers to the futures expiry year 2012 - it is 2, 2013 - 3, 2014 - 4, 2015 - 5, etc. That is the last digit of the calendar year becomes the last in the designation of futures.
The penultimate digit code always refers to the month of expiration.
That designation of months:
January - F;
February - G;
March - H;
April - J;
May - K;
June - M;
July - N;
August - Q;
September - U;
October - V;
November - X;
December - Z.
Futures continue to decipher the codes of the first table the code letters that indicate the name of the futures:
Codes for currency futures:
6A - futures for the Australian dollar;
6B - futures on the British pound;
6C - futures on the Canadian dollar;
6E - futures on the euro;
6J - Japanese yen future;
6N - futures on the New Zealand dollar;
6R - futures on the Russian ruble;
6S - futures on the Swiss franc;
DX - futures on the US dollar index;
RF - futures on the euro against the Swiss franc;
RP - futures on the euro against the British pound;
RY - futures on the euro against the Japanese yen.
energy futures codes:
BRN - futures for Brent crude oil;
CL - Crude-oil futures mark Light Sweet;
HO - futures for heating oil;
NG - futures for natural gas;
WTI - Crude futures for WTI crude oil;
XRB - futures on gasoline.
Codes futures for grain products:
ZC - futures on corn;
ZL - futures on soybean oil;
ZM - Soybean futures;
ZO - futures oats;
ZR - futures on brown rice;
ZS - futures on soybeans;
ZW - wheat futures.
Codes futures meat products:
GF - futures on livestock;
HE - futures lean pork;
LE - futures on live cattle.
Codes for metals futures:
ALUM - futures on aluminum;
COPP - Copper futures;
GC - gold futures;
GOLD - gold futures;
HG - Copper futures;
LEAD - Lead futures;
NICK - Nickel futures;
PA - Palladium futures;
PL - futures for platinum;
SI - silver futures;
ZINC - Zinc futures.
Codes of Futures for consumer goods:
C - Cocoa futures;
CC - futures for cocoa;
CT - futures for cotton;
JO - futures on orange juice;
KC - futures on coffee;
LB - futures on the forest (timber);
RC - Robusta coffee futures;
SB - futures on sugar;
W - White sugar futures.
Codes futures on indexes:
ER2 - mini futures contract Russell index;
ES - mini SP500 futures index contract;
FCE - futures on the CAC 40;
FDAX - futures on the DAX index of Germany;
FESX - futures on the Dow Jones Evrostoks 50;
FSMI - futures on the FSMI Switzerland;
FSTX - futures on the Dow Jones 50 Stocks;
FTSE - futures on the FTSE 100;
HSI - futures on the Hang Seng;
IBX - futures on the IBEX 35 index;
MC - mini futures contract SP MIDCAP 400 index;
MDAX - mini futures contract DAX index of Germany;
MHI - mini futures contract index Hang Seng;
NI - futures on the Nikkei 225, Japan;
NKD - futures on the Nikkei 225, Japan;
NQ - mini futures contract on the NASDAQ 100 index;
VIX - the volatility index futures on the stock market SP 500 Volatility;
YM - mini futures contract on the Dow Jones index;
RI - futures on the RTS index.
At this stop, all very much, so the codes led the most traded futures.
The last digit of the code always refers to the futures expiry year 2012 - it is 2, 2013 - 3, 2014 - 4, 2015 - 5, etc. That is the last digit of the calendar year becomes the last in the designation of futures.
The penultimate digit code always refers to the month of expiration.
That designation of months:
January - F;
February - G;
March - H;
April - J;
May - K;
June - M;
July - N;
August - Q;
September - U;
October - V;
November - X;
December - Z.
Futures continue to decipher the codes of the first table the code letters that indicate the name of the futures:
Codes for currency futures:
6A - futures for the Australian dollar;
6B - futures on the British pound;
6C - futures on the Canadian dollar;
6E - futures on the euro;
6J - Japanese yen future;
6N - futures on the New Zealand dollar;
6R - futures on the Russian ruble;
6S - futures on the Swiss franc;
DX - futures on the US dollar index;
RF - futures on the euro against the Swiss franc;
RP - futures on the euro against the British pound;
RY - futures on the euro against the Japanese yen.
energy futures codes:
BRN - futures for Brent crude oil;
CL - Crude-oil futures mark Light Sweet;
HO - futures for heating oil;
NG - futures for natural gas;
WTI - Crude futures for WTI crude oil;
XRB - futures on gasoline.
Codes futures for grain products:
ZC - futures on corn;
ZL - futures on soybean oil;
ZM - Soybean futures;
ZO - futures oats;
ZR - futures on brown rice;
ZS - futures on soybeans;
ZW - wheat futures.
Codes futures meat products:
GF - futures on livestock;
HE - futures lean pork;
LE - futures on live cattle.
Codes for metals futures:
ALUM - futures on aluminum;
COPP - Copper futures;
GC - gold futures;
GOLD - gold futures;
HG - Copper futures;
LEAD - Lead futures;
NICK - Nickel futures;
PA - Palladium futures;
PL - futures for platinum;
SI - silver futures;
ZINC - Zinc futures.
Codes of Futures for consumer goods:
C - Cocoa futures;
CC - futures for cocoa;
CT - futures for cotton;
JO - futures on orange juice;
KC - futures on coffee;
LB - futures on the forest (timber);
RC - Robusta coffee futures;
SB - futures on sugar;
W - White sugar futures.
Codes futures on indexes:
ER2 - mini futures contract Russell index;
ES - mini SP500 futures index contract;
FCE - futures on the CAC 40;
FDAX - futures on the DAX index of Germany;
FESX - futures on the Dow Jones Evrostoks 50;
FSMI - futures on the FSMI Switzerland;
FSTX - futures on the Dow Jones 50 Stocks;
FTSE - futures on the FTSE 100;
HSI - futures on the Hang Seng;
IBX - futures on the IBEX 35 index;
MC - mini futures contract SP MIDCAP 400 index;
MDAX - mini futures contract DAX index of Germany;
MHI - mini futures contract index Hang Seng;
NI - futures on the Nikkei 225, Japan;
NKD - futures on the Nikkei 225, Japan;
NQ - mini futures contract on the NASDAQ 100 index;
VIX - the volatility index futures on the stock market SP 500 Volatility;
YM - mini futures contract on the Dow Jones index;
RI - futures on the RTS index.
At this stop, all very much, so the codes led the most traded futures.
